+91.7%
BAX vs QID
-100.0%
+191.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | +3.6% | +1.8% | +1.9% | +4.5% |
| 30D | +8.5% | +21.6% | -13.1% | +14.7% |
| 3M | -4.9% | +12.6% | -17.5% | -1.2% |
| 6M | +47.0% | +6.9% | +40.1% | +51.5% |
| YTD | +38.4% | -20.5% | +59.0% | +33.7% |
| 1Y | +49.1% | -18.1% | +67.2% | +45.3% |
| 3Y | -14.9% | -70.7% | +55.8% | -33.1% |
| 5Y | -63.1% | -77.2% | +14.1% | -70.5% |
| 10Y | -35.6% | -99.0% | +63.4% | -74.7% |
| All | +91.7% | -100.0% | +191.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling